Media Summary: Parametric confidence intervals and prediction intervals Teaser for conformal prediction. The ensemble view --- abstract meaning of confidence intervals (CI), p-values, hypothesis testing (HT), etc. Concrete construction ... Special cases of the F-test: ANOVA, One-way classification, etc.
Stats 100c Linear Models Spring - Detailed Analysis & Overview
Parametric confidence intervals and prediction intervals Teaser for conformal prediction. The ensemble view --- abstract meaning of confidence intervals (CI), p-values, hypothesis testing (HT), etc. Concrete construction ... Special cases of the F-test: ANOVA, One-way classification, etc. Efron's optimism theorem, Unbiased estimate of the (prediction) risk, Mallow's C_p. Recap of unbiased risk prediction, AIC, BIC and 00:00 Recap Hypothesis testing 03:00 Recap p-values -- power 08:15 CI for
00:00 Recap of theorem on QF 02:15 Proof of the theorem \ P y\ ^2 \sim \chi^2_r 32:15 Example/exercise 34:00 Cochran's ...
